Optimal Control Systems with Stochastic Boundary Conditions and State Equations

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DOI10.1287/OPRE.20.4.875MaRDI QIDQ5657979zbMATH OpenOpenAlexFDO

Authors Richard F. Baum

Publication date 1972

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.20.4.875

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Operations research and management science (90B99)

Cited in

(2)

Optimal maintenance policy for equipment subject to random deterioration and random failure A modern control theory approach
Optimal portfolio and consumption decisions in a stochastic environment with precommitment

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